PAÜ .:. Eğitim Öğretim Bilgi Sistemi

COURSE INFORMATION

Course Code	Course Title	L+P Hour	Semester	ECTS
ISY 618	PORTFOLIO THEORY AND MANAGEMENT	3 + 0	3rd Semester	10

COURSE DESCRIPTION

Course Level	Doctorate Degree
Course Type	Elective
Course Objective	The objective of the course is to present underlying philosophy of portfolio theory, different financial models, and different portfolio management practices
Course Content	This course covers basics of portfolio theory, different portfolio management models and practices
Prerequisites	No the prerequisite of lesson.
Corequisite	No the corequisite of lesson.
Mode of Delivery	Face to Face

COURSE LEARNING OUTCOMES

1	Learns basics of portfolio theory
2	Learns theories and practices of portfolio models
3	Learns security valuation
4	Comprehends portfolio management practices

COURSE'S CONTRIBUTION TO PROGRAM

	PO 01	PO 02	PO 03	PO 04	PO 05	PO 06	PO 07
LO 001	2	5		3	5
LO 002	2	5		3	5
LO 003	2	5		3	5
LO 004	2	5		3	5
Sub Total	8	20		12	20
Contribution	2	5	0	3	5	0	0

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION

Activities	Quantity	Duration (Hour)	Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)	14	3	42
Hours for off-the-classroom study (Pre-study, practice)	14	5	70
Assignments	5	10	50
Mid-terms	1	30	30
Final examination	1	32	32
Presentation / Seminar Preparation	3	12	36
Total Work Load ECTS Credit of the Course			260 10

COURSE DETAILS

Select Year

Course Details

Course Code	Course Title	L+P Hour	Course Code	Language Of Instruction	Course Semester
ISY 618	PORTFOLIO THEORY AND MANAGEMENT	3 + 0	1	Turkish	2023-2024 Fall

Course Coordinator	E-Mail	Phone Number	Course Location	Attendance
Prof. Dr. HAKAN AYGÖREN	haygoren@pau.edu.tr		İİBF A0133	%

Goals		The objective of the course is to present underlying philosophy of portfolio theory, different financial models, and different portfolio management practices
Content		This course covers basics of portfolio theory, different portfolio management models and practices

Topics

Weeks	Topics
1	Introduction
2	Statistical concepts
3	Portfolio and diversification concepts
4	Market Efficiency and Efficient Market Hypotheses
5	Capital Market Theory and Asset Pricing
6	Asset Pricing Models: CAPM
7	Asset Pricing Models: Other Models
8	Midterm Exam
9	Security Valuation
10	Bond Valuation and Bond Prices
11	Stock Valuation
12	Equity Portfolio Management Strategies
13	Bond Portfolio Management Strategies
14	Evaluation of Portfolio Performance

Materials

Materials are not specified.

Resources

Course Assessment

Assesment Methods	Percentage (%)	Assesment Methods Title
Final Exam	50	Final Exam
Midterm Exam	50	Midterm Exam

L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes

Prospective Student